Thornton has been married five times. Each marriage ended in divorce. He has four children by three women. From 1978 to 1980, he was married to Melissa Lee Gatlin. They have a daughter, Amanda.[10] Thornton married actress Toni Lawrence in 1986. They divorced in 1988. From 1990 to 1992, he was married to actress Cynda Williams. In 1993, Thornton married Playboy model Pietra Dawn Cherniak. They have two sons, Harry James and William. The marriage ended in 1997. Cherniak said Thornton abused her.[11]

Thornton was engaged to be married to actress Laura Dern, whom he dated from 1997 to 1999. Instead of marrying Dern, in 2000, he married actress Angelina Jolie. The marriage became known for the couple's strange shows of affection. These were said to include wearing vials of each other's blood around their necks. Thorton later said that the "vials" were actually two small lockets. Each had only a single drop of blood in it.[7][12] Thornton and Jolie said they were adopting a child from Cambodia in March 2002. Later it was learned that Jolie had adopted the child as a single parent.[13][14] They separated in June 2002 and divorced the following year.

Since 2003, Thornton has been in a relationship with Connie Angland. They have a daughter, Bella. The family lives in Los Angeles, California. Thornton has said that he likely will not marry again.[15] He has said that he thinks that marriage "doesn't work" for him.[16]